If you are flexible, the Amtrak train leaves from St. Paul, MN to Staples, MN (25 miles from Brainerd) at 11:15 PM each night arriving in Staples at 1:42 AM.

Coming back, the train leaves Staples at 4:06 AM arriving in St. Paul at 7:05 AM.

This trip is usually $49 round-trip, (cheaper for seniors, etc.) depending on specific dates. http://www.amtrak.com/

Knocking the flight from MSP to Brainerd should allow you to be more competitive in your flight search.

Special: 30% off Amtrak during most of the summer - http://www.amtrak.com/promotions/30per.html

FYI: A taxi between the MSP airport and St. Paul train station would be about $20.